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题目 Which of the following statements about probability distributions is least accurate? 选项 A.A probability distribution is, by definition, normally distributed. B.One of the key properties of [...]

题目 An analyst has determined that the probability that the S&P 500 index will increase on any given day is 0.60 and the probability that it will decrease is 0.40. The expected value and [...]

题目 A portfolio has an expected return of 11.0% with volatility of 24.0%. The benchmark has an expected return of 5.0% with volatility of 15%. The expected returns correlation is 0.80. What is the [...]

题目 Portfolio A has an expected return of 8%, volatility of 20%, and beta of 0.5. Assume that the market has an expected return of 10% and volatility of 25%. Also assume a risk-free rate of 5%. [...]

题目 The efficient frontier is defined by the set of portfolios that, for each volatility level, maximizes the expected return. According to the capital asset pricing model (CAPM), which of the [...]

题目 A portfolio, invested in two assets with equal weights, has a volatility of 11.18% when the covariance (and correlation) between the asset returns is zero. If the covariance increases from [...]

题目 Which of the following statements about systematic and unsystematic risk is least accurate? 选项 A.The unsystematic risk for a specific firm is similar to the unsystematic risk for other [...]

题目 Which of the following is strictly true about the standard version of the capital asset pricing model (CAPM)? 选项 A.The security market line (SML) states that the expected return on any [...]

题目 Jim manages a well-diversified portfolio containing forty stocks. The portfolio has a beta of 1.05. Jim is considering adding the stock of ABC Inc. to the portfolio, and would fund the [...]

题目 During the most recent period, a Portfolio returned 10.3% when the Market return was only 8.0%. The risk-free rate was 2.0%. The Market's return was 8.0% with volatility of 29.0%. Finally, the [...]